Masazumi Hattori

Hitotsubashi University

2-1 Naka Kunitachi-shi

Tokyo 186-8601

Japan

SCHOLARLY PAPERS

5

DOWNLOADS

148

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Volatility Contagion Across the Equity Markets of Developed and Emerging Market Economies

ADBI Working Paper 590
Number of pages: 24 Posted: 13 Sep 2016 Last Revised: 08 Feb 2017
Masazumi Hattori, Ilhyock Shim and Yoshi Sugihara
Hitotsubashi University, Bank for International Settlements (BIS) and Bank of Japan
Downloads 73 (322,036)

Abstract:

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equity market, equity fund flow, cross-equity market, spillover effects, global financial crisis, financial market volatility, variance risk premium, emerging market economies, eurozone, interest rate, nonparametric analysis, ordinary least squares, OLS, univariate, market correlation, regression an

2.

The Effects of a Central Bank's Inflation Forecasts on Private Sector Forecasts: Recent Evidence from Japan

BIS Working Paper No. 585
Number of pages: 31 Posted: 04 Oct 2016
Masazumi Hattori, Steven Kong, Frank Packer and Toshitaka Sekine
Hitotsubashi University, Hong Kong Monetary Authority, Bank for International Settlements (BIS) and Bank of Japan - Research and Statistics Department
Downloads 31 (462,990)

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central bank communication, Bank of Japan, inflation forecast, inflation targeting

3.

Cross-Stock Market Spillovers Through Variance Risk Premiums and Equity Flows

BIS Working Paper No. 702
Number of pages: 60 Posted: 14 Feb 2018
Masazumi Hattori, Ilhyock Shim and Yoshi Sugihara
Hitotsubashi University, Bank for International Settlements (BIS) and Bank of Japan
Downloads 30 (467,781)

Abstract:

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cross-stock market correlation, emerging market economy, equity fund flow, variance risk premium

4.

The Evolution of Inflation Expectations in Japan

BIS Working Paper No. 647
Number of pages: 33 Posted: 03 Jul 2017
Masazumi Hattori and James Yetman
Hitotsubashi University and Bank for International Settlements (BIS)
Downloads 14 (557,903)

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Inflation expectations, decay function, inflation targeting, deflation

5.

The Repository of Soft Information within Bank Organizations

Journal of Money, Credit, and Banking, vol.47, pp. 730-770, 2015.
Posted: 08 Jun 2017
Masazumi Hattori, Kohei Shintani and Hirofumi Uchida
Hitotsubashi University, Bank of Japan and Kobe University - Graduate School of Business Administration

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